I tried to keep this as simple as possible so certain parts are inefficient. Later down the line revise the code and upgrade it.

class Chunk:
    # Add everything a chunk is suppose to have
    pass

class Level:
    def __init__(self, player, starting_chunk_x, starting_chunk_y, screen_size):
        self.screen_size = screen_size
        self.player = player

        # Make a grid of chunks
        self.chunks = []
        self.chunk_grid_width = 3  # Width of the grid
        self.chunk_grid_height = 3  # Height of the grid
        self.chunk_x_index = starting_chunk_x
        self.chunk_y_index = starting_chunk_y
        for x in range(self.chunk_grid_width):
            self.chunks[x].append([])
            for y in range(self.chunk_grid_height):
                self.chunks[x][y] = None

        # Add Chunks like so
        # chunks[x][y], remember that you start counting with 0
        self.chunks[0][0] = Chunk()
        self.chunks[0][1] = Chunk()
        self.chunks[0][2] = Chunk()
        self.chunks[1][0] = Chunk()
        # And so on...

    # Run every frame after player
    def handle_event(self):
        if self.player.rect.left < 0 and self.chunk_x_index > 0:
            self.chunk_x_index -= 1
            self.player.rect.right = self.screen_size[0]
        elif self.player.rect.top < 0 and self.chunk_y_index > 0:
            self.chunk_y_index -= 1
            self.player.rect.bottom = self.screen_size[1]
        elif self.player.rect.right > self.screen_size[0] and self.chunk_x_index < self.chunk_grid_width - 1:
            self.chunk_x_index += 1
            self.player.rect.left = 0
        elif self.player.rect.bottom > self.screen_size[1] and self.chunk_y_index < self.chunk_grid_height - 1:
            self.chunk_y_index += 1
            self.player.rect.top = 0

    #  Retrieve the chunk is currently at
    def get_chunk(self):
        return self.chunks[self.chunk_x_index][self.chunk_y_index]